On stabilization for a class of nonlinear stochastic time-delay systems: a matrix inequality approac

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This paper treats the feedback stabilization of nonlinear stochastic time-delay systems with state and control-dependent noise. Some locally (globally) robustly stabilizable conditions are given in terms of matrix inequalities that are independent of the delay size. When it is applied to linear stochastic time-delay systems, sufficient conditions for the state-feedback stabilization are presented via linear matrix inequalities. Several previous results are extended to more general systems with both state and control-dependent noise, and easy computation algorithms are also given.
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